****************************************************************************** July 8th, 2009 Market Tells DataSheet ****************************************************************************** Cash Prices Open High Low Close Chg 1wk/1mo Chg ------------------------------------------------------------------------------ S&P500 881.9 886.8 869.32 879.56 -1.47/0% -5%/-7% S&P100 414.08 416.45 408.76 413.52 -0.16/0% -4%/-6% VIX 30.85 33.05 30.43 31.3 0.45/1% 19%/11% Nasdaq100 1412.54 1417.35 1394.87 1411.53 6.75/0% -5%/-6% VXN 31.2 32.52 30.68 31.07 -0.13/0% 16%/5% NYSE TICK 59 1351 -1268 -552 ---- ---- PreCloseTICK-173 TICKscore -5 CumAdj TICK -426 NYSE TRIN 1.27 1.27 1.27 1.27 ---- ---- Dow Indus 8219.5 8087.2 8178.4 14.81/0% -4%/-7% DJIA@10:30 8202.3 DJIA@3:00 8132.5 LstHour Ind 7.2 BandWatch Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ OEX 413.52 413.68 421.52 420.10 431.42 429.66 Upper Band 442.29 442.91 442.99 443.70 444.20 444.34 Lower Band 411.43 413.25 415.54 416.39 417.69 417.74 VIX 31.30 30.85 29.00 27.95 26.22 26.35 Upper Band 33.21 32.91 32.77 32.82 32.96 33.12 Lower Band 24.58 24.57 24.61 24.62 24.70 25.02 NDX 1411.53 1404.78 1441.01 1446.28 1481.34 1477.25 Upper Band 1513.22 1516.36 1514.22 1516.58 1518.67 1518.20 Lower Band 1403.14 1409.00 1419.51 1422.36 1424.92 1424.81 VXN 31.07 31.20 29.25 28.07 26.86 26.69 Upper Band 33.33 33.18 33.18 33.30 33.47 33.57 Lower Band 25.46 25.47 25.47 25.49 25.63 25.99 NYSE Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ NYSE Comp 5624.57 5654.64 5770.00 5775.24 5954.01 5905.15 Tot Issues 3102 3149 3157 3128 3145 3139 Advancers 1025 673 1230 585 2238 1313 % of Total 33.0% 21.4% 39.0% 18.7% 71.2% 41.8% Decliners 1972 2384 1829 2448 799 1697 % of Total 63.6% 75.7% 57.9% 78.3% 25.4% 54.1% Unchanged 105 92 98 95 108 129 New Highs 5 16 11 17 33 22 New Lows 13 5 6 4 0 4 Adv Volume 413041 171740 470619 42687 589328 398296 % of Total 28.7% 15.5% 41.4% 6.8% 62.1% 30.8% Decl Volume 1008760 883124 662831 579039 328697 868989 % of Total 70.1% 79.9% 58.3% 92.5% 34.7% 67.3% Total Vol 1438090 1105035 1137504 625722 948378 1292055 Unch Volume 16289 50171 4054 3996 30353 24770 ARMS Index 1.27 1.45 0.95 3.24 1.56 1.69 5 Day ARMS 8.47 8.89 8.22 8.6 5.87 5.26 McClellanOs -202 -172 -90 -59 51 -13 McClellanSm 2428 2630 2801 2892 2951 2900 Cumul TICK -37246 -41952 -14557 -45071 68901 8611 NASDAQ Today 1d back 2d back 3d back 4d back 5d back ------------------------------------------------------------------------------ Nasdaq Comp 1747.17 1746.17 1787.4 1796.52 1845.72 1835.04 Tot Issues 2759 2795 2801 2791 2800 2846 Advancers 860 649 992 447 1811 1184 % of Total 31.2% 23.2% 35.4% 16.0% 64.7% 41.6% Decliners 1782 2020 1671 2240 883 1526 % of Total 64.6% 72.3% 59.7% 80.3% 31.5% 53.6% Unchanged 117 126 138 104 106 136 New Highs 11 18 17 13 38 24 New Lows 37 15 23 8 4 5 Adv Volume 977314 254954 573253 246943 1347186 773264 % of Total 38.9% 12.6% 29.1% 12.8% 68.3% 37.8% Decl Volume 1422830 1753958 1379105 1639105 601889 1244809 % of Total 56.6% 86.5% 70.0% 85.2% 30.5% 60.9% Total Vol 2512498 2027247 1970537 1923079 1971053 2044986 Unch Volume 112354 18335 18179 37031 21978 26913 ARMS Index 0.7 2.21 1.43 1.32 0.92 1.25 5 Day ARMS 6.58 7.13 5.4 5.53 4.79 4.06 McClellanOs -177 -152 -95 -69 28 -18 McClellanSm 1087 1265 1417 1512 1581 1552 Cumul TICK -17475 -20083 -4638 -41325 -331 -23629 ****************************************************************************** Weekly Sentiment ****************************************************************************** Sentiment 2-Jul 26-Jun 19-Jun 12-Jun 5-Jun 29-May ------------------------------------------------------------------------------ AAII Bull 38 28 33 39 48 40 AAII Bear 45 49 46 39 37 49 Market Vane 43 42 43 44 45 43 II Bull 41.4 43.6 44.8 47.7 42.5 40.9 II Bear 29.9 28.7 26.4 23.3 25.3 28.4 OddLot ShRt 27.6 34.7 29.3 33.2 36.7 42.2 ****************************************************************************** DISCLAIMER: COMMENTS, DATA AND TRADING SIGNALS HEREIN ARE FOR INFORMATIONAL PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED. ****************************************************************************** (C) 2009 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR WRITTEN PERMISSION.